the difference in the turbo's is the size, most importantly how much air they can flow. a t3/t4 is whats called a hybrid turbo, very nice for 4 cyls. a t25 is a very small turbo, a t28 is slightly larger than a t25.
the t25, and t28 will hit full boost very quickly. you will have better low end torque and quicker throttle response. but because the turbo is small it can't flow a lot of air, run high PSI or make a lot of power.
the t3/t4 turbo won't hit full boost until later in the rev range, around 4,000 rpms, but can flow a lot more air at the same PSI as the t25 or the t28, so you will be able to make more power with it.
trying to make a turbo run at a higher PSI than it can handle is very bad, it will be out of it's effeciency range and excessively heat up the air which will significantly increase the chance of detonation. that is why a stock FSDE with a t2554R (stock mazdaspeed) shouldn't be ran higher than 9-10 psi. people running a gt2860rs or a t3/t4 can run more psi on a stock fsde and make more power before you have to build the motor.
you are going to have to build the motor with forged internals, stand alone EMS, a big front mount intercooler, a 3" turboback exhaust, run alcohol/meth injection, etc and run something like a gt35 or a gt40 to make a lot of power. but it will be slower than dog s*** below like 4,000rpms, not very fun on the street.
if it's a daily driver, go with a ball bearing t3/t4, good spool up and a lot of power potential